+52.3%
MSFT vs PBF
+59.0%
-6.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +1.7% | -13.8% | +15.4% | +2.3% |
| 30D | +0.2% | -19.6% | +19.8% | +1.0% |
| 3M | +6.4% | +10.3% | -3.9% | +5.3% |
| 6M | +28.7% | +63.4% | -34.7% | +25.9% |
| YTD | +10.4% | +152.6% | -142.2% | +5.1% |
| 1Y | +7.6% | +87.4% | -79.7% | +4.2% |
| 3Y | +52.3% | +63.3% | -10.9% | +44.4% |
| All | +52.3% | +59.0% | -6.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling